An algorithm for the long run average cost problem for linear systems with non-observed markov jump parameters (2009)
- Authors:
- Autor USP: COSTA, EDUARDO FONTOURA - ICMC
- Unidade: ICMC
- Assunto: PROCESSOS ESTOCÁSTICOS
- Language: Inglês
- Imprenta:
- Source:
- Título: Proceedings
- ISSN: 0743-1619
- Conference titles: American Control Conference - ACC
-
ABNT
SILVA, Carlos A. e COSTA, Eduardo Fontoura. An algorithm for the long run average cost problem for linear systems with non-observed markov jump parameters. 2009, Anais.. Dayton: AACC, 2009. Disponível em: http://www.nt.ntnu.no/users/skoge/prost/proceedings/acc09/data/papers/1326.pdf. Acesso em: 13 fev. 2026. -
APA
Silva, C. A., & Costa, E. F. (2009). An algorithm for the long run average cost problem for linear systems with non-observed markov jump parameters. In Proceedings. Dayton: AACC. Recuperado de http://www.nt.ntnu.no/users/skoge/prost/proceedings/acc09/data/papers/1326.pdf -
NLM
Silva CA, Costa EF. An algorithm for the long run average cost problem for linear systems with non-observed markov jump parameters [Internet]. Proceedings. 2009 ;[citado 2026 fev. 13 ] Available from: http://www.nt.ntnu.no/users/skoge/prost/proceedings/acc09/data/papers/1326.pdf -
Vancouver
Silva CA, Costa EF. An algorithm for the long run average cost problem for linear systems with non-observed markov jump parameters [Internet]. Proceedings. 2009 ;[citado 2026 fev. 13 ] Available from: http://www.nt.ntnu.no/users/skoge/prost/proceedings/acc09/data/papers/1326.pdf - A new approach to detectability of discrete-time infinite markov jump linear systems
- Partial stability for a class of nonlinear systems
- Condições para detetabilidade de malha fechada para sistemas não lineares variantes no tempo
- Uma abordagem evolutiva para o problema de custo médio a longo prazo com saltos não-observados
- On the control of Markov jump linear systems with no mode observation: application to a DC Motor device
- On the linear quadratic problem for systems with time reversed Markov jump parameters and the duality with filtering of Markov jump linear systems
- Optimal stationary dynamic output-feedback controllers for discrete-time linear systems with markovian jumping parameters and additive white noise perturbations
- A new approach to detectability of discrete-time infinite markov jump linear systems
- Stabilizability and positiviness of solutions of the jump linear quadratic problem and the coupled algebraic riccati equation
- Switching stochastic nonlinear systems with application to an automotive throttle
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
